An introduction to

Principal Component Analysis & Factor Analysis

Using SPSS 19 and R (psych package)

Robin Beaumont
robin@organplayers.co.uk

Monday, 23 April 2012

Acknowledgment:
The original version of this chapter was written several years ago by Chris Dracup
 Factor analysis and Principal Component Analysis (PCA)

Contents
1 Learning outcomes............................................................................................................................................ 3
2 Introduction ........................................................................................................................................................ 4
2.1 Hozinger & Swineford 1939 ......................................................................................................................... 5
3 Overview of the process ................................................................................................................................... 6
3.1 Data preparation .......................................................................................................................................... 6
3.2 Do we have appropriate correlations to carry out the factor analysis? ....................................................... 6
3.3 Extracting the Factors .................................................................................................................................. 8
3.4 Giving the factors meaning .......................................................................................................................... 9
3.5 Reification .................................................................................................................................................. 10
3.6 Obtaining factor scores for individuals....................................................................................................... 11
3.6.1 Obtaining the factor score coefficient matrix ................................................................................... 11
3.6.2 Obtaining standardised scores .......................................................................................................... 11
3.6.3 The equation...................................................................................................................................... 11
3.7 What do the individual factor scores tell us? ............................................................................................. 12
4 Summary - to Factor analyse or not .............................................................................................................. 13
5 A typical exam question ................................................................................................................................. 14
5.1 Data layout and initial inspection ............................................................................................................... 14
5.2 Carrying out the Principal Component Analysis ........................................................................................ 15
5.3 Interpreting the output................................................................................................................................ 16
5.4 Descriptive Statistics.................................................................................................................................. 16
5.5 Communalities ........................................................................................................................................... 16
5.6 Eigenvalues and Scree Plot ...................................................................................................................... 17
5.7 Unrotated factor loadings .......................................................................................................................... 17
5.8 Rotation ..................................................................................................................................................... 18
5.9 Naming the factors..................................................................................................................................... 19
5.10 Summary ................................................................................................................................................... 19
6 PCA and factor Analysis with a set of correlations or covariances in SPSS ............................................ 20
7 PCA and factor analysis in R .......................................................................................................................... 21
7.1 Using a matrix instead of raw data ............................................................................................................ 23
8 Summary .......................................................................................................................................................... 24
9 Reference ......................................................................................................................................................... 24

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 Factor analysis and Principal Component Analysis (PCA)

1 Learning outcomes
Working through this chapter, you will gain the following knowledge and skills. After you have worked through it
you should come back to these points, ticking off those with which you feel happy.

Learning outcome Tick

box
Be able to set out data appropriately in SPSS to carry out a Principal Component Analysis and also a
basic Factor analysis.
Be able to assess the data to ensure that it does not violate any of the assumptions required to carry
out a Principal Component Analysis/ Factor analysis.
Be able to select the appropriate options in SPSS to carry out a valid Principal Component
Analysis/factor analysis.
Be able to select and interpret the appropriate SPSS output from a Principal Component Analysis/factor
analysis.
Be able explain the process required to carry out a Principal Component Analysis/Factor analysis.
Be able to carry out a Principal Component Analysis factor/analysis using the psych package in R.
Be able to demonstrate that PCA/factor analysis can be undertaken with either raw data or a set of
correlations

After you have worked through this chapter and if you feel you have learnt something not mentioned above
please add it below:

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 Factor analysis and Principal Component Analysis (PCA)

2 Introduction
This chapter provides details of two methods that can help you to restructure your data specifically by reducing
the number of variables; and such an approach is often called a “data reduction” or “dimension reduction”
technique. What this basically means is that we start off with a set of variables, say 20, and then by the end of
the process we have a smaller number but which still reflect a large proportion of the information contained in
the original dataset. The way that the ‘information contained’ is measured is by considering the variability within
and co-variation across variables, that is the variance and co-variance (i.e. correlation). Either the reduction might
be by discovering that a particular linear componation of our variables accounts for a large percentage of the
total variability in the data or by discovering that several of the variables reflect another ‘latent variable’.
This process can be used in broadly three ways, firstly to simply discover the linear combinations that reflect the
most variation in the data. Secondly to discover if the original variables are organised in a particular way
reflecting another a ‘latent variable’ (called Exploratory Factor Analysis – EFA) Thirdly we might want to confirm
a belief about how the original variables are organised in a particular way (Confirmatory Factor Analysis – CFA). It
must not be thought that EFA and CFA are mutually exclusive often what starts as an EFA becomes a CFA.
I have used the term Factor in the above and we need to understand this concept a little more.
A factor in this context (its meaning is different to that found in Analysis of Variance) is equivalent to what is
known as a Latent variable which is also called a construct.
construct = latent variable = factor
A latent variable is a variable that cannot be measured directly but is measured indirectly through several
observable variables (called manifest variables). Some examples will help, if we were interested in measuring
intelligence (=latent variable) we would measure people on a battery of tests (=observable variables) including
short term memory, verbal, writing, reading, motor and comprehension skills etc.
Similarly we might have an idea that patient satisfaction (=latent variable) with a person’s GP can be measured by
asking questions such as those used by Cope et al (1986), and quoted in Everitt & Dunn 2001 (page 281). Each
question being presented as a five point option from strongly agree to strongly disagree (i.e. Likert scale, scoring
1 to 5):
1. My doctor treats me in a friendly manner
2. I have some doubts about the ability of my doctor X1 error

3. My doctor seems cold and impersonal

4. My doctor does his/her best to keep me from worrying X2 error
GP
5. My doctor examines me as carefully as necessary Personality
6. My doctor should treat me with more respect X3 error

7. I have some doubts about the treatment suggested by my

X4
doctor Patient error
satisfaction Treatment
8. My doctor seems very competent and well trained
X5
9. My doctor seems to have a genuine interest in me as a person error

10. My doctor leaves me with many unanswered questions about

my condition and its treatment X6 error

11. My doctor uses words that I do not understand

X7 error
12. I have a great deal of confidence in my doctor
13. I feel a can tell my doctor about very personal problems
X8 error
14. I do not feel free to ask my doctor questions GP
knowledge

You might be thinking that you could group some of the X9 error

above variables (manifest variables) above together to

X10 error
represent a particular aspect of patient satisfaction with Latent variables / factor
their GP such as personality, knowledge and treatment. So construct etc
X11 error
now we are not just thinking that a set of observed variables
relate to one latent variable but that specific subgroups of X12 error

them relate to specific aspects of a single latent variable

X13 error
each of which is itself a latent variable.
Two other things to note; firstly often the observable Observed variables X14 error

variables are questions in a questionnaire and can be

thought of as items and consequently each subset of items represents a scale.

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 Factor analysis and Principal Component Analysis (PCA)

Secondly you will notice in the diagram above that besides the line pointing towards the observed variable Xi
from the latent variable, representing its degree of correlation to the latent variable, there is another line
pointing towards it labelled error. This error line represents the unique contribution of the variable, that is that
portion of the variable that cannot be predicted from the remaining variables. This uniqueness value is equal to
1-R2 where R2 is the standard multiple R squared value. We will look much more at this in the following sections
considering a dataset that has been used in many texts concerned with factor analysis, using a common dataset
will allow you to compare this exposition with that presented in other texts.

2.1 Hozinger & Swineford 1939

In this chapter we will use a subset of data from the Holzinger and Swineford (1939) study where they collected
data on 26 psychological tests from seventh – eighth grade children in a suburban school district of Chicago (file
called grnt_fem.sav). Our subset of data consists of data from 73 girls from the Grant-White School. The six
variables represent scores from seven tests of different aspects of educational ability, Visual perception, Cube
and lozenge identification, Word meanings, sentence structure and paragraph understanding.
Descriptive Statistics (produced in SPSS)

N Minimum Maximum Mean Std. Deviation

VISPERC 73 11.00 45.00 29.3151 6.91592
CUBES 73 9.00 37.00 24.6986 4.53286
LOZENGES 73 3.00 36.00 14.8356 7.91099
PARAGRAP 73 2.00 19.00 10.5890 3.56229
SENTENCE 73 4.00 28.00 19.3014 5.05438
WORDMEAN 73 2.00 41.00 18.0137 8.31914

Correlations
wordmean sentence paragrap lozenges cubes visperc
wordmean 1.000
sentence .696 1.000
paragrap .743 .724 1.000
lozenges .369 .335 .326 1.000
cubes .184 .179 .211 .492 1.000
visperc .230 .367 .343 .492 .483 1.000

Exercise 1.
Consider how you might use the above information to assess the data concerning:
The shape of the various distributions
Any relationships that may exist between the variables
Any missing / dodgy(!) values
Could some additional information help?

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3 Overview of the process

There are many varieties of factor analysis involving a multitude of different techniques, however the common
characteristic is that factor analysis is carried out using a computer although the early researchers in this area
were not so lucky, with the first paper introducing factor analysis being published in 1904 by C. Spearman of
Spearman’s rank correlation coefficient fame, long before the friendly PC was available.
Factor analysis works only on interval/ratio data, and ordinal data at a push. If you want to carry out some type
of variable reduction process on nominal data you have to use other techniques or substantially adapt the factor
analysis see Bartholomew, Steele, Moustaki & Galbraith 2008 for details.

3.1 Data preparation

Any statistical analysis starts with standard data preparation techniques and factor analysis is no different. Basic
descriptive statistics are produced to note any missing/abnormal values and appropriate action taken. Also in
addition to this two other processes are undertaken:
1. Any computed variables (slickly speaking only linear transformations) are excluded from the analysis.
These are easily identified as they will have a correlation of 1 with the variable from which they were
calculated.
2. All the variables should measure the construct in the same direction. Considering the GP satisfaction
scale we need all the 14 items to measure satisfaction in the same direction where a score of 1
represents high satisfaction and 5 the least satisfaction or the other way round. The direction does not
matter the important thing is that all the questions score in the same direction. Taking question 1: My
doctor treats me in a friendly manner and question, this provides the value 1 when the respondent
agrees, representing total satisfaction and 5 when the respondent strongly disagrees and is not satisfied.
However question three is different: My doctor seems cold and impersonal. A patient indicating strong
agreement to this statement would also provide a value of 1 but this time it indicates a high level of
dissatisfaction. The solution is to reverse score all these negatively stated questions.
Considering our Holzinger and Swineford dataset we see that we have 73 cases and from the descriptive statistics
produced earlier there appears no missing values and no out of range values. Also the correlation matrix does not
contain any ‘1’’s except the expected diagonals.

3.2 Do we have appropriate correlations to carry out the factor analysis?

The starting point for all factor analysis techniques is the correlation matrix. All factor analysis techniques try to
clump subgroups of variables together
based upon their correlations and often
you can get a feel for what the factors
are going to be just by looking at the
correlation matrix and spotting clusters
of high correlations between groups of
variables.
Looking at the matrix from the Holzinger
and Swineford dataset we see that
Wordmean, sentence and paragraph
seem to form one cluster and lozenges,
cubes and visperc tests the other cluster.
Norman and Streiner (p 197) quote Tabachnick & Fidell (2001) saying that if there are few correlations above 0.3
it is a waste of time carrying on with the analysis, clearly we do not have that problem.
Besides looking at the correlations we can also consider any number of other matrixes that the various statistical
computer programs produce. I have listed some below and filled in some details.

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Exercise 2.
Considering each of the following matrixes complete the table below:

Name of the matrix Elements are: Good signs Bad signs

Correlation ‘R’ correlations Many above 0.3 and Few above 0.3
possible clustering
Partial correlation Few above 0.3 and Many above 0.3
possible clustering
Anti-image correlation Partial correlations - Few above 0.3 and Many above 0.3
reversed possible clustering

While eyeballing is a valid method of statistical analysis (!) obviously some type of statistic, preferably with an
associated probability density function to produce a p value, would be useful to help us make this decision. Two
such statistics are the Bartlett test of Sphericity and the Kaiser-Meyer-Olkin Measure of Sampling Adequacy
(usually called the MSA).
The Bartlett Test of Sphericity compares the correlation matrix with a matrix of zero correlations (technically
called the identity matrix, which consists of all zeros except the 1’s along the diagonal). From this test we are
looking for a small p value indicating that it is highly unlikely for us to have obtained the observed correlation
matrix from a population with zero correlation. However there are many problems with the test – a small p
value indicates that you should not continue but a large p value does not guarantee that all is well (Norman &
Streiner p 198).
The MSA does not produce a P value but we are aiming for a value over 0.8 and below 0.5 is considered to be
miserable! Norman & Streiner p 198 recommend that you consider removing variables with a MSA below 0.7
In SPSS we can obtain both the statistics by selecting the menu option Analyse-> dimension reduction and then
placing the variables in the variables dialog box and then selecting
the descriptives button and selecting the Anti-image option to show
the MSA for each variable and the KMO and Bartlett’s test for the
overall MSA as well:
KMO and Bartlett's Test
Kaiser-Meyer-Olkin Measure of Sampling Adequacy. .763
Approx. Chi-Square 180.331
Bartlett's Test of Sphericity df 15
Sig. .000

Anti-image Matrices
visperc cubes lozenges paragraph sentence wordmean
visperc .613 -.204 -.177 -.065 -.101 .091
cubes -.204 .676 -.210 -.017 .042 -.008
Anti-image lozenges -.177 -.210 .615 .022 -.012 -.100
Covariance paragraph -.065 -.017 .022 .354 -.145 -.176
sentence -.101 .042 -.012 -.145 .399 -.133
wordmean .091 -.008 -.100 -.176 -.133 .371
visperc .734a -.317 -.289 -.140 -.204 .191
We can see that we have good values for cubes -.317 .732a -.326 -.034 .082 -.015
a
Anti-image lozenges -.289 -.326 .780 .047 -.025 -.209
all variables for the MSA but the overall Correlation paragraph -.140 -.034 .047 .768a -.385 -.486
sentence -.204 .082 -.025 -.385 .803a -.346
value is a bit low at 0.763, however wordmean .191 -.015 -.209 -.486 -.346 .743a
a. Measures of Sampling Adequacy(MSA)
Bartlett’s Test of Sphericity has an
associated P value (sig in the table) of
<0.001 as by default SPSS reports p values of less than 0.001 as 0.000! So from the above results we know that
we can now continue and perform a valid factor analysis.
Finally I mentioned that we should exclude variables that are just simple derivations of another in the analysis,
say variable A = variable B + 4. A similar problem occurs with variables that are very highly correlated (this is
called multicollinearity) and when this occurs the computer takes a turn and can’t produce valid factor loading
values. A simple way of assessing this is to inspect a particular summary measure of the correlation matrix called
the determinant and check to see if it is greater than 0.00001 (Field 2012 p771). Clicking on the determinant
option in the above dialog box produces a determinant value of 0.0737 for our dataset.

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3.3 Extracting the Factors

There are numerous ways to do this, and to get an idea you just need to look at the pull down list box in SPSS
shown opposite.
There are two common methods, the Principal components and
the Principal axis factoring extraction methods and strictly
speaking the Principal components method is not a type of factor
analysis but it often gives very similar results. Let’s try both and
see what we get.
However there is one other thing we need to consider first. How
many latent variables do we want or do we want the computer to
decide for use using some criteria – the common method is to let
the computer decide for use by simply selecting the Eigenvalues
greater than 1 option however there are several reasons why this
is not an altogether good idea both Norman & Streiner 2008 and Field 2012 discuss them in detail. For now I’ll
use the dodgy eigenvalue >1 approach.
I have run both a Principal Axis and also a Principal Component Analysis below.

Principal Axis (PA) Principal component (PCA)

a
Factor Matrix Component Matrixa
Factor Component
1 2 1 2
visperc .555 .423 visperc .641 .490
cubes .452 .553 cubes .526 .660
lozenges .585 .401 lozenges .670 .448
paragraph .819 -.307 paragraph .822 -.388
sentence .785 -.270 sentence .811 -.374
wordmean .778 -.330 wordmean .794 -.427
Extraction Method: Principal Axis Factoring. Extraction Method: Principal Component Analysis (PCA).
a. 2 factors extracted. 11 iterations required. a. 2 components extracted.

Communalities Communalities
Extraction Extraction
visperc .487 visperc .650
cubes .511 cubes .712
lozenges .504 lozenges .650
paragraph .764 paragraph .826
sentence .689 sentence .797
wordmean .714 wordmean .812
Extraction Method: Principal Axis Factoring. Extraction Method: Principal Component Analysis.

Total Variance Explained Total Variance Explained

Factor Extraction Sums of Squared Loadings Extraction Sums of Squared Loadings
Component
Total % of Variance Cumulative % Total % of Variance Cumulative %
dimension0 1 2.747 45.775 45.775 1 3.099 51.648 51.648
dimension0
2 .923 15.382 61.157 2 1.349 22.478 74.126
Extraction Method: Principal Axis Factoring. Extraction Method: Principal Component Analysis.

You will notice that both methods extracted 2 factors. However the factor loadings (or strictly speaking the
component loadings for the PCA) for the PCA are larger in absolute values as are the communalities and as a
consequence the total variance explained is also greater. Here are a few pointers to help you interpret the above:
Factor loadings for the PA = correlation between a specific observed variable and a specific factor. Higher values
mean a closer relationship. They are equivalent to standardised regression coefficients (β weights) in multiple
regression. Higher the value the better.
Communality for the PA = Is the total influence on a single observed variable from all the factors associated with
it. It is equal to the sum of all the squared factor loadings for all the factors related to the observed variable and
this value is the same as R2 in multiple regression. The value ranges from zero to 1 where 1 indicates that the
variable can be fully defined by the factors and has no uniqueness. In contrast a value of 0 indicates that the
variable cannot be predicted at all from any of the factors. The communality can be derived for each variable by
taking the sum of the squared factor loadings for each of the factors associated with the variable. So for visperc =
0.5552 + 0.4232 = 0.4869 and for cubes =0.4522 + 0.5532 =0.510 These values can be interpreted the same way as
R squared values in multiple regression that is they represent the % of variability attributed to the model,
inspecting the total variance explained table in the above analyses you will notice that this is how the % of

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variance column is produced. Because we are hoping that the observed dataset is reflected in the model we
want this value to be as high as possible, nearer to one the better.
Uniqueness for each observed variable it is that portion of the variable that cannot be predicted from the other
variables (i.e. the latent variables). It’s value is 1-communality. So for wordmean we have 1-0.714 = 0.286 and as
the communality can be interpreted as the % of the variablility that is predicted by the model we can say this is
the % variability in a specific observed variable that is NOT predicted by the model. This means that we want this
value for each observed variable to be as low as possible. On pgae 3 referring to the diagram it is the ‘error’
arrow.
Total variance explained this indicates how much of the variability in the data has been modelled by the
extracted factors. You might think that given that the PCA analysis models 74% of the variability compared to just
61% for the PA analysis we should go for the PCA results. However why the estimate is higher is because in the
PCA analysis the initial estimates for the communalities are all set to 1 which is higher than for the PA analysis
which uses an estimate of the R2 value also whereas the PCA makes use of all the variability available in the
dataset in the PA analysis the unique variability for each observed variable is disregarded as we are only really
interested in how each relates to the latent variable(s). What is an acceptable level of variance explained by the
model? Well one would hope for the impossible which would be 100% often analyses are reported with 60-70%.
Besides using the eigenvalue >1 criteria we could have inspected a scree pot and worked out where the factors
levelled off – we will look at this approach latter.
Now we have our factors we need to find a way of interpreting them – to enable this we
carry out a process called factor rotation.

3.4 Giving the factors meaning

Norman & Streiner provide an excellent discussion as to the reasons for rotation in
giving factors meaning. To select a rotation method in SPSS you select the Rotation
button in the factor analysis dialog box. We will consider two types Varimax and
Promax. First Varimax:
Varimax rotation from the PCA extraction method

Rotated Component Matrixa

Component
1 2
visperc .216 .777
cubes .022 .843
lozenges .264 .762
paragraph .890 .186
sentence .872 .190
wordmean .891 .137
Extraction Method: Principal Component Analysis.
Rotation Method: Varimax with Kaiser Normalization.
a. Rotation converged in 3 iterations.

Varimax rotation from the PA extraction method

Rotated Factor Matrixa

Factor
1 2
visperc .219 .663
cubes .061 .712
lozenges .256 .662
paragraph .849 .209
sentence .800 .220
wordmean .829 .167
Extraction Method: Principal Axis Factoring.
Rotation Method: Varimax with Kaiser Normalization.

a. Rotation converged in 3 iterations.

We can see
from both of the above set of results that they are pretty
similar. Paragraph, sentence and Wordmean load heavily on
the first factor/component and the other three on the
second factor/component.
By selecting the Varimax rotation option I have demanded
that the factors are uncorrelated (technically orthogonal). However, this might not be the case and we can use a
rotation that allows for correlated factors and such a one is Promax.

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PA extraction with Promax rotation

Structure Matrix
Factor
1 2
visperc .368 .696
cubes .226 .706
lozenges .404 .704
paragraph .874 .404
sentence .830 .403
wordmean .845 .358
Extraction Method: Principal Axis Factoring.
Rotation Method: Promax with Kaiser Normalization.

Factor Correlation Matrix

Factor 1 2
1 1.000 .458
dimension0
2 .458 1.000
Extraction Method: Principal Axis Factoring.
Rotation Method: Promax with Kaiser Normalization.

So by allowing the two latent variables

to correlate which has resulted in a
correlation of 0.458 the factor loading have changed little.
The next thing we do is to disregard those loading below a certain threshold on each factor often this is
something like 0.3 or 0.4 but Norman and Streiner suggest a significant test (page 205) but for now I’ll use the
quick and dirty approach. Looking at the above I have highlighted the high loadings for each factor and we can
see immediately it makes sense, that is they seem to appear logical.
Possibly you might be asking yourself why we spent to all this time and effort when we have come to pretty much
the same conclusion that we had when we eyeballed the correlation matrix at the start of the procedure, and
some people agree. However factor analysis does often offer more than can be achieved by merely eyeballing a
set of correlations along with some level of statistical rigor (although statisticians argue this point).

Exercise 3.
Made some suggestions for the names of the two latent variables (factors) identified.

3.5 Reification
Although the computer presents us with what appears a lovely organised se of variables that make or a factor
there is no reason that this subset of variable should equate to something in reality. This is also called the fallacy
of misplaced concreteness. Basically it is assuming something exists because it appears so for example a Latent
variable.
Exercise 4.
Do a Google search on reification – a good place to start is the Wikipedia article.

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3.6 Obtaining factor scores for individuals

We can obtain the factor scores for each individual (case) and then compare them. In SPSS we select the Score
button from the factor analysis options dialog box as shown
below.
The result is that two additional columns are added to the
dataset each representing the factor score for each factor for
each individuals standardised scores:

The above shows the estimated factor scores for the FA analysis
and opposite for the PCA analysis.
How are the above factor scores for each case calculated? The answer is that an
equation is used where the dependent variable is the predicted factor score and
the independent variables are the observed variables. We can check this but to do
this we need two more pieces of information the factor score coefficient matrix
and the standardised scores for the observed variables.

3.6.1 Obtaining the factor score coefficient matrix

You obtain the factor score coefficient matrix by checking the Display factor score
coefficient matrix option in the factor scores dialog box.

Component Score Coefficient Matrix

Component
1 2
visperc .207 .363
cubes .170 .489
lozenges .216 .332
paragraph .265 -.288
sentence .262 -.277
wordmean .256 -.317
Extraction Method: Principal Component Analysis.
Component Scores.

3.6.2 Obtaining standardised scores

Standardised scores can easily obtained in SPSS using the Analyse -> descriptive statistics menu option.

3.6.3 The equation

For a Principle components analysis you can check the individual
factor score values produced by SPSS values by plugging the
standardised variable scores for the individual into the equation below, however this does not work for the other
types of factor extraction as we have lost some of the variance in the extraction process, you can’t go back and in
these cases the factor scores produced by SPSS are estimates rather than exact values.

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So returning back to the PCA factors. As we have two factors we have two factor equations:
Using the values from the component/factor score coefficient matrix:
FS1 = (0.207)visperc + (0.170)cubes + (0.216)lozenges + (0.265)paragraph + (0.262)sentence + (0.256)wordmean
FS2 = (0.363)visperc + (0.489)cubes + (0.332)lozenges + (-0.288)paragraph + (-0.277)sentence + (-0.317)wordmean
Now considering the first case that is the first row in the SPSS datasheet, we can also plug in their standardised
scores:
FS1subject1 = (0. 207)0.53282 + (0. 170)(-0.59535) + (0. 216)0.27359 + (0. 265)(-0.72679) + (0. 262)(-0.45532) + (0. 256)(-0.96328)
In R
Answer <- (0.207)*0.53282 + (0.170)*(-0.59535) + (0.216)*0.27359 + (0.265)*(-0.72679) + (0.262)*(-0.45532) + (0.256)*(-0.96328)

= -0.4903132
Which is the same as the answer produced by SPSS, shown again opposite.
Obviously you do not need to go through this process of checking how SPSS
produced the individual factor score values I just did it to show you how they are
produced.

3.7 What do the individual factor scores tell us?

What do these factor scores tell us about them, well as the first factor is
concerned with reading/writing and the second one is concerned with visual comprehension, we can see how the
individual has scored for each of these two latent
variables.
It is of interest to carry out some basic descriptive
statistics on these new variables. Opposite is a simple
scatterplot of the factor score from the PCA. While the
degree of correlation is as expected we can see that
the values range from around -3 to 3 for the first factor
score (reading/writing ability) and around -4 to 4 for
the second factor (visual comprehension).
We can also see that the mean for each is zero and the
standard deviation is 1 in other words they are
standardised variables.

Descriptive Statistics
Std.
N Minimum Maximum Mean
Deviation
REGR factor score
73 -2.63 2.56 .00 1.00
1 for analysis 1
REGR factor score
73 -3.29 3.05 .00 1.00
2 for analysis 1
Valid N (listwise) 73

Exercise 5.
1. Why would we expect the factors not to be correlated in the above scatterplot?
2. Would you expect the scatterplot to always show uncorrelated variables for any type of factor
extraction/rotation strategy? Hint: you may need to run the analysis several times with different
extraction/rotation methods to see what you get to confirm your suspicions.
3. Given that the factors are ‘standardised’ scores assuming that they are also normally distributed what
would a score of around -2 for the first factor suggest (refer back to the first statistics course concerning Z
values if necessary)

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4 Summary - to Factor analyse or not

We can use the information from the analysis along with the diagramming technique we introduced earlier to
summarize our results in the diagram below. Notice that I have left out the lines where the loadings were below
0.69 and I have used the results from the PA extraction with
visperc Promax rotation, showing the correlation between the two
factors I could also have put the uniqueness values in (see page 3)
.696
cubes but CPA does not take these into account compared to factor
analysis. We followed a clearly defined set of stages:
.706
lozenges
Factor 2 1. Data preparation (most of it was already been done in
Visual .704
perception? this example)
paragraph 2. Observed correlation matrix inspection
3. Statistics to assess suitability of dataset for basis of PCA
.458 .847
.830 sentence (KMO, Bartlett’s and determinant measures)
4. Factor extraction - PCA
wordmean 5. Factor rotation – to allow interpretation
Factor 1 .845
Reading? 6. Factor name attribution
7. Factor score interpretation
We have barely scratched the surface in this short introduction and there has always a hot debate at to the
benefits of CPA and factor analysis. This is easily seen as analysis of each stage I is not described in the previous
pages shows there are many ways of interpreting the results at that stage and also a multitude of ways of
carrying out the next stage, not only this but different authorities suggest that the analysis stops at different
points in the analysis and also different authors give different interpretations to the various results. Quoting
Everitt & Dunn 2001 page 288:
Hills (1977) has gone as far as to suggest that factor analysis is not worth the time necessary to understand it and carry it out. And
Chatfield and Collins (1980) recommend that factor analysis should not be used in most practical situations. Such criticisms go too far.
Factor analysis is simply an additional, and at times very useful, tool for investigating particular features of the structure of multivariate
observations. Of course, like many models used in analysing data, the one used in factor analysis is likely to be only a very idealized
approximation to the truth in the situations in which it is generally applied. Such an approximation may, however, prove a valuable starting
point for further investigations.
Hills M 1977 Book review. Applied statistics 26 339-340
Chatfield C, Collins A J 1980 Introduction to Multivariate Analysis. Chapman & Hall. London.

Loehlin 2004 p.230-6 provides an excellent in depth criticism of Latent Variable modelling (of which factor
analysis is one example). In contrast to these criticisms a more positive approach can be found in many books
about factor analysis for example chapter 7 entitled factor analysis in Bartholomew, Steele, Moustaki & Galbraith
2008 also the conference proceedings held in 2004 entitled 100 years of factor analysis are available at
http://www.fa100.info/
Factor analysis forms the basis of a more complex technique called Structural Equation modelling (SEM) and all
we have done here, and much more, can be achieved using SEM. SEM provides much more sophistication than
the traditional exploratory factor analysis, although a traditional EFA often is the first step to a full SEM analysis
notably we can compare models and also analyse the overall fit of a model this will be discussed in a chapter re-
analysing this data using a SEM framework.
The next section provides a worked example of a typical PCA/factor analysis exam question. I have also provided
two practical sections one describing how to carry out a PCA/factor analysis using a correlation matrix as the
basis rather than raw data and also how to carry out the equivalent analysis in R.

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 Factor analysis and Principal Component Analysis (PCA)

5 A typical exam question

Kinnear and Gray (2004, page 429) provide the following example which is suitable for Principal Component
Analysis (though the sample size is completely inadequate):
Ten participants are given a battery of personality tests, comprising the following items: Anxiety; Agoraphobia;
Arachnophobia; Adventure; Extraversion; and Sociability (with a scoring range of 0 to 100). The purpose of this
project is to ascertain whether the correlations among the six variables can be accounted for in terms of
comparatively few latent variables or factors.
Part Anx Agora Arach Adven Extra Socia

1 71 68 80 44 54 52
2 39 30 41 77 90 80 In this section I will provide an answer to a typical
3 46 55 45 50 46 48 exam question based on this data.
4 33 33 39 57 64 62
5 74 75 90 45 55 48 The exam question
6 39 47 48 91 87 91
Conduct a principal component analysis to
7 66 70 69 54 44 48
determine how many important components are
8 33 40 36 31 37 36 present in the data. To what extent are the
9 85 75 93 45 50 42 important components able to explain the
10 45 35 44 70 66 78 observed correlations between the variables?
Rotate the components in order to make their
interpretation more understandable in terms of a specific theory. Which tests have high loadings on each of the
rotated components? Try to identify and name the rotated components.

5.1 Data layout and initial inspection

The data are put into appropriately named SPSS variable columns:

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 Factor analysis and Principal Component Analysis (PCA)

It is possible, as we have seen before, to look at the scatterplots of all the variables with one another, as I did
before we are looking for significant correlations, and possibly clusters of them. Also we want to check that there
are no perfectly correlated variables (which would need removing). The following output was generated by the
Graphs, Scatterplot, Matrix command.

We can also produce a correlation matrix verifying our

suspicions from the scatterplot. Most of the correlations are
Anxiety

well above 0.3 (a good indication that we will obtain a result)

and there appears to be two groups of variables –highlighted in
Agora

yellow below. Anxiety, Agoraphobia, and Arachnophobia in one,

and Adventure, Extraversion, and Sociability in the other
Arachno

Correlations
anx agora arach adven extra social
Advent

anx Pearson Correlation 1

**
agora Pearson Correlation .921 1
** **
arach Pearson Correlation .979 .921 1
adven Pearson Correlation -.389 -.461 -.366 1
Extrav

extra Pearson Correlation -.365 -.508 -.301 .905**

**
1
social Pearson Correlation -.462 -.569 -.425 .967** .934** 1
**. Correlation is significant at the 0.01 level (2-tailed).
Sociab

Anxiety Agora Arachno Advent Extrav Sociab

So we’ll go ahead with the Principal Component Analysis.

5.2 Carrying out the Principal Component Analysis

Click on Analyze, Dimension Reduction, Factor, to open the Factor Analysis dialogue box:

Move the six variables over to the Variables:

box. Click on Descriptives… and select
Univariate Descriptives, Coefficients, and
Reproduced:

Click on Continue, and

then on Extraction
where you should
select Scree Plot, after
making sure that the
method chosen is
Principal Components,
that the analysis is to
be carried out on the
Correlation matrix1, that we want the un-rotated factor solution to be displayed, and that we want factors with
eigenvalues over 1 to be extracted:

1
If Covariance matrix is selected, more weight is given to variables with higher standard deviation. With Correlation matrix,
all the variables are given equal weight (by standardising them).

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 Factor analysis and Principal Component Analysis (PCA)

Click on Continue and then on Rotation where you should select

Varimax rotation and Loading plots:

Click on Continue and then on Scores to select which type of factor scores you want to save in the data set, select
regression:

Click on Continue and the on OK (the Options subcommand isn’t relevant

here). The output is as follows:

Exercise 6.
Add some notes below about some of the various options in the dialogue
boxes shown above.

5.3 Interpreting the output

5.4 Descriptive Statistics

Descriptive Statistics
The table opposite simply shows the means, standard deviations and
sample size for each variable. It appears that the average score for all
Mean St d. Dev iation Analy sis N
Anxiety 53.10 19.041 10 the tests is very similar and all have a similar spread.
Agora 52.80 18.085 10
Arachno 58.50 22.237 10 Next is the observed correlation matrix, which we have already
Adv ent 56.40 17.989 10 commented on.
Extrav 59.30 17.695 10
Sociab 58.50 18.447 10 Correlati on Matrix

Anxiety Agora Arachno Adv ent Extrav Sociab

Correlation Anxiety 1.000 .921 .979 -.389 -.365 -.462
Agora .921 1.000 .921 -.461 -.508 -.569
Arachno .979 .921 1.000 -.366 -.301 -.425
Adv ent -.389 -.461 -.366 1.000 .905 .967
KMO and Bartlett's Test Extrav -.365 -.508 -.301 .905 1.000 .934
Kaiser-Meyer-Olkin Measure of Sampling Adequacy. .550 Sociab -.462 -.569 -.425 .967 .934 1.000
Approx. Chi-Square 73.582
Bartlett's Test of Sphericity df 15
Sig. .000

The KMO value indicates that we have is pretty poor – just above miserable, however Bartlett’s test of sphericity
with an associated p value of <0.001 indicates that we can proceed. Communalities

Initial Extraction
5.5 Communalities Anxiety 1.000 .976
Agora 1.000 .942
Next is a table of estimated communalities (i.e. estimates of that part of Arachno 1.000 .982
the variability in each variable that is shared with others, and which is not Adv ent 1.000 .954
Extrav
due to measurement error or latent variable influence on the observed 1.000 .942
Sociab 1.000 .980
variable). The initial values can be ignored. Extraction Method: Principal Component Analy sis.

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 Factor analysis and Principal Component Analysis (PCA)

5.6 Eigenvalues and Scree Plot

Next comes a table showing the importance of each of the six principal components. Only the first two have
eigenvalues over 1.00, and together these explain over 96% of the total variability in the data. This leads us to
the conclusion that a two factor solution will probably be adequate.
Total Variance Explained

Initial Eigenv alues Extraction Sums of Squared Loadings Rotation Sums of Squared Loadings
Component Total % of Variance Cumulativ e % Total % of Variance Cumulativ e % Total % of Variance Cumulativ e %
1 4.164 69.397 69.397 4.164 69.397 69.397 2.895 48.251 48.251
2 1.612 26.862 96.259 1.612 26.862 96.259 2.881 48.008 96.259
3 .144 2.396 98.655
4 .052 .867 99.522
5 .023 .383 99.905
6 .006 .095 100.000
Extraction Method: Principal Component Analy sis.

This conclusion is supported by the scree splot (which is actually simply displaying the same data visually):
.
Scree Plot

We have now carried out, and

5
answered the first part of the
question "Conduct a principal
component analysis to determine
4
how many important components
are present in the data"
Eigenvalue

2
5.7 Unrotated factor loadings
The unrotated factor loadings are presented next. These
1
show the expected pattern, with high positive and high
negative loadings on the first factor:
0
Component Matri xa
1 2 3 4 5 6
Component Number Component
1 2
Anxiety .824 .545
Agora .878 .415
Arachno .799 .586
Adv ent -.818 .533
Extrav -.804 .544
Sociab -.873 .467
The next table shows the extent to which the original Extraction Method: Principal Component Analy sis.
correlation matrix can be reproduced from two factors: a. 2 components extract ed.

Reproduced Correlations

Anxiety Agora Arachno Adv ent Extrav Sociab The small residuals show
Reproduced Correlation Anxiety .976b .949 .978 -.383 -.365 -.464 that there is very little
Agora .949 .942b .944 -.497 -.479 -.572
Arachno .978 .944 .982b -.341 -.323 -.423
difference between the
Adv ent -.383 -.497 -.341 .954b .948 .963 reproduced correlations
Extrav -.365 -.479 -.323 .948 .942b .956 and the correlations
Sociab -.464 -.572 -.423 .963 .956 .980b
actually observed between
Residual a Anxiety -.028 .002 -.006 .000 .002
Agora -.028 -.023 .036 -.028 .003 the variables. The two
Arachno .002 -.023 -.025 .022 -.002 factor solution provides a
Adv ent -.006 .036 -.025 -.042 .003 very accurate summary of
Extrav .000 -.028 .022 -.042 -.022
Sociab .002 .003 -.002 .003 -.022
the relationships in the
Extraction Method: Principal Component Analy sis. data.
a. Residuals are comput ed between observ ed and reproduced correlations. There are 0 (.0%) nonredundant
residuals with absolute v alues greater than 0.05. We have now carried out, and answered the second
b. Reproduced communalit ies part of the question "To what extent are the
important components able to explain the observed
correlations between the variables?"

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 Factor analysis and Principal Component Analysis (PCA)

5.8 Rotation
The next table shows the factor loadings that result from Varimax rotation:

Rotated Component Matrixa

Component We have now carried out, and answered the

1 2 third part of the question "Which tests have high
Anxiety -.200 .967 loadings on each of the rotated components?"

Agora -.330 .913

Arachno -.154 .979
Adv ent .956 -.199
Extrav .953 -.181
Sociab .948 -.284
Extraction Method: Principal Component Analy sis.
Rotation Met hod: Varimax with Kaiser Normalization.
a. Rotation conv erged in 3 iterations.

These two rotated factors are just as good as the initial factors in explaining and reproducing the observed
correlation matrix (see the table below). In the rotated factors, Adventure, Extraversion and Sociability all have
high positive loadings on the first factor (and low loadings on the second), whereas Anxiety, Agoraphobia, and
Arachnophobia all have high positive loadings on the second factor (and low loadings on the first).
Total Variance Explained

Initial Eigenv alues Extraction Sums of Squared Loadings Rotation Sums of Squared Loadings
Component Total % of Variance Cumulativ e % Total % of Variance Cumulativ e % Total % of Variance Cumulativ e %
1 4.164 69.397 69.397 4.164 69.397 69.397 2.895 48.251 48.251
2 1.612 26.862 96.259 1.612 26.862 96.259 2.881 48.008 96.259
3 .144 2.396 98.655
4 .052 .867 99.522
5 .023 .383 99.905
6 .006 .095 100.000
Extraction Method: Principal Component Analy sis.

Same overall % but very different division ( )

Above, is the table showing the eigenvalues and percentage of variance explained again. The middle part of the
table shows the eigenvalues and percentage of variance explained for just the two factors of the initial solution
that are regarded as important. Clearly the first factor of the initial solution is much more important than the
second. However, in the right hand part of the table, the eigenvalues and percentage of variance explained for
the two rotated factors are displayed. Whilst, taken together, the two rotated factors explain just the same
amount of variance as the two factors of the initial solution, the division of importance between the two rotated
factors is very different. The effect of rotation is to spread the importance more or less equally between the two
rotated factors. You will note in the above table that the eigenvalues of the rotated factor are 2.895 and 2.881,
compared to 4.164 and 1.612 in the initial solution. I hope that this makes it clear how important it is that you
extract an appropriate number of factors. If you extract more than are needed, then rotation will ensure that the
variability explained is more or less evenly distributed between them. If the data are really the product of just
two factors, but you extract and rotate three, the resulting solution is not likely to be very informative.

Component Transformation Matrix

The next table gives information about the extent to which
the factors have been rotated. In this case, the factors Component 1 2
have been rotated through 45 degrees. (The angle can be 1 -.709 .705
calculated by treating the correlation coefficient as a 2 .705 .709
cosine. The cosine of 45 degrees is .707.) Extraction Method: Principal Component Analy sis.
Rotation Met hod: Varimax wit h Kaiser Normalization.

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 Factor analysis and Principal Component Analysis (PCA)

Component Plot in Rotated Space

5.9 Naming the factors
SPSS now produces a decent plot of the six variables
on axes representing the two rotated factors:
1.0 Anxiety
Arachno
Agora

It seems reasonable to tentatively identify the first

rotated factor as “Outgoingness”, as Extraversion,
0.5
Adventure, and Sociability all have high loadings on
it. The second rotated factors looks rather like
Component 2

“Neuroticism”, as Anxiety and the two phobias all

0.0 have high loadings on it.
Extrav
Advent
Sociab
The Saved Factor scores have been added to the
-0.5
data, as you will see overleaf. These are
standardized scores, obtained by applying the
rotated factor loadings to the standardized score of
-1.0 each participant on each of the variables (just like
making a prediction using a regression equation).
-1.0 -0.5 0.0 0.5 1.0
Component 1
Participant 8 has a low standardized score on the
first rotated factor (-1.68) and can therefore be said
to be low in “Outgoingness”. The same participant also has a low standardized score on the second rotated
factor (-1.37) and can therefore be said to be low in “Neuroticism”. Participant 6, on the other hand, scores high
(1.79) on “Outgoingness”, but has a score close to average (-.12) on “Neuroticsm”.

We have now carried out, and answered the

fourth and final part of the question "Try to
identify and name the rotated components"

5.10 Summary
In answering the question requiring us to conduct a principal component analysis we went through a series of
clearly defined stages:
1. Data preparation (most of it was already been done in this example)
2. Observed correlation matrix inspection
3. Statistics to assess suitability of dataset for basis of PCA (KMO, Bartlett’s and determinant measures)
4. Factor extraction - PCA
5. Factor rotation – to allow interpretation
6. Factor name attribution
7. Factor score interpretation

Exercise 7.
For each of the above stages add a sentence stating its purpose along with another giving the finding(s) from
the analysis above.
------------------------------------ end of exam answer -----------------------------------------------

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 Factor analysis and Principal Component Analysis (PCA)

6 PCA and factor Analysis with a set of correlations or

covariances in SPSS
Often we wish to carry out a PCA or factor analysis in SPSS when we do not have the raw data but a set of
correlations or covariances. You can achieve this using SPSS syntax, to do this you first need to open a new syntax
window in SPSS assuming we are repeating the previous analysis we
just type in now:

MATRIX DATA VARIABLES = Rowtype_ wordmean sentence paragrap lozenges cubes visperc.
BEGIN DATA
CORR 1.000
CORR .696 1.000
CORR .743 .724 1.000
The first thing to notice is the set of CORR .369 .335 .326 1.000
CORR .184 .179 .211 .492 1.000
correlations which you will find on page 4. CORR .230 .367 .343 .492 .483 1.000
N 73 73 73 73 73 73
A quick explanation is given below: END DATA.

Warning once you have used SPSS syntax to define the data as a correlation matrix you cannot use the SPSS dialog boxes to carry out any
subsequent analysis. If you do you just get rubbish out.

To actually run the SPSS syntax you need to highlight the code you wish to run and then click on the run button
(below right).

We need now to carry out the analysis but now

we must use SPSS syntax and assuming we
want to repeat what we did on page 8 that is a
PCA with varimax rotation we write provide the
following syntax:

FACTOR
/MATRIX = IN (CORR=*)
/PRINT KMO EXTRACTION ROTATION
/PLOT EIGEN ROTATION
/CRITERIA MINEIGEN(1) ITERATE(25)
/EXTRACTION PC
/CRITERIA ITERATE(25)
/ROTATION VARIMAX.

You can always use the dialog boxes to get a rough idea of what the syntax should look like, by clicking on the
Paste button, before trying to write it yourself. For Example the syntax above for the Factor analysis was largely

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 Factor analysis and Principal Component Analysis (PCA)

generated from the factor analysis dialog boxes except the line /MATRIX= IN (CORR=*) which instructs SPSS to
use the correlation matrix as the data which we previously defined also using SPSS syntax.

You can get help about the SPSS syntax various ways but I personally prefer looking up the entry in the Command
Syntax Guide which is a pdf file accessed from the help menu - don’t try printing this out as the FACTOR entry
along is nearly 20 pages long,
providing numerous examples, and
often it is just a case of adapting one
of them to your own particular needs.

7 PCA and factor analysis in R

There is a wealth of information about using R to carry out PCA and factor analysis in R. For PCA there is an
excellent youtube video given by Edward Boone who is associate professor at Virginia Commonwealth University
at: http://youtu.be/Heh7Nv4qimU you can see his personal page at: www.people.vcu.edu/~elboone2/
There are many ways of carrying out factor analysis in R and the R site, quick-R (http://www.statmethods.net/),
provides not only general advice about R but also detailed information about carrying out various types of factor
analysis with links to sources of additional information all of which can be found at
http://www.statmethods.net/advstats/factor.html
The R psych package, mentioned above, aids factor analysis and the developer of the package maintains an
excellent online book including a very detailed chapter on factor analysis (http://personality-
project.org/r/book/Chapter6.pdf ). Also the factor analysis chapter in Andy fields Discovering Statistics using R
(2012) makes use of the package to carry out a PCA analysis.
R offers many more options than SPSS for both PCA and factor analysis. One very interesting option (in the psych
package) is the ability to create “Parallel Analysis Scree plots”. This is where R produces a random data matrix
besides the dataset you are working with and then plots the Eigen values from both on a scree plot allowing you
to assess the difference between what your dataset has produced against a random dataset. For more details see
the fa.parallel() entry in the psych package manual.
The R code on the next page repeats most of the analysis carried above previously in SPSS, and I have added
numerous comments to aid understanding. Notice I have used various procedures from the psych package:

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 Factor analysis and Principal Component Analysis (PCA)

install.packages("psych", dependencies=TRUE)
library(psych)
hozdata <-read.delim(file=file.choose()) #the required file is available to download named grnt_fem.dat
# put the data into a matrix of correlations
hozdatamatrix <- cor(hozdata)
# print out the correlation matrix but ask for numbers to 4 decimal places
round(hozdatamatrix,4)
# bartlett test - want a small p value here to indicate c0rrelation matrix not zeros
cortest.bartlett(hozdata)
# unable to calculate the kmo - see field 2012 p776
# but can do the determinant need it to be above 0.00001
# to be able to continue
det(hozdatamatrix)
# appropriate value therefore can continue
# do a pca analysis use the principal function in the psych package
model1<- principal(hozdata, nfactors = 6, rotate = "none")
model1
# get the scree plot
plot(model1$values, type = "b")
# now know how many components we want to extract = 2
# rerun the anylsis specifying this
model2 <- principal(hozdata, nfactors = 2, rotate = "none")
model2
# can find the reproduced correlations and the communalities (the diagonals)
factor.model(model2$loadings)
# can also find the differences between the observed and model estimated correlations
# the diagonals represent the uniqueness values (1- R squared):
residuals <- factor.residuals(hozdatamatrix, model2$loadings)
residuals
# nice to plot the residuals to check there are normally distributed
hist(residuals)
# now to the rotation
model3 <- principal(hozdata, nfactors = 2, rotate = "varimax")
model3
# can get the loading matrix to stop printing out loading below
# a specific value say 0.3 cna also get it sorted by size of loading
# h2 is the communality; u2 is the uniqueness
print.psych(model3, cut = 0.3 , sort = TRUE)
# now to do a principal axis factor analysis
# fa means factoring method; rotate options=none/varimax/blimin/promax etc.
model4 <- fa(hozdata, nfactors = 2,fm = "pa", rotate = "none")
model4
# repeat the analysis with a varimax rotation
model5 <- fa(hozdata, nfactors = 2,fm = "pa", rotate = "varimax")
model5
# repeat the analysis with a promax rotation (correlated factors)
model6 <- fa(hozdata, nfactors = 2,fm = "pa",rotate="promax")
model6
# the factor loadings in the above are not the same as that in SPSS
# this is because SPSS scales the values using something called Kaiser normalisation
# the psych package provides a function to do this
# best to input the non rotated form into the function (info. from help file)
model7 <- kaiser(model4, rotate="promax")
model7
#the above output is slight more like that of SPSS
# to obtain factor scores
# the for PCA we just add scores = true
model3a <- principal(hozdata, nfactors = 2, rotate = "varimax", scores = TRUE)
model3a
# to print out all the scores:
model3a$scores
# to print out just the top 10 scores:
head(model3a$scores, 10)
# to save the above values we need to add them to a dataframe
factorscores <- cbind(model3a$scores)
# then we can produce a plot of the scores:
plot(factorscores)

If you run the above script you will notice that there are many more statistics than that produced by SPSS this is
because R takes a different approach to the factoring modelling process, considering of primary importance how
well the model (i.e. the model correlations) fits the observed correlations. This is in the spirit of the SEM
approach which I will discuss in another chapter.

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 Factor analysis and Principal Component Analysis (PCA)

7.1 Using a matrix instead of raw data

As in SPSS you can either provide raw data or a matrix of correlations as input to the CPA/factor analysis. The R
code below provides an equivalent analysis to that described above but using a correlation matrix as input.
library(psych)
hozdatamatrix <- matrix(c(
1.000, .696, .743, .369, .184, .230,
.696, 1.000, .724, .335, .179, .367,
.743, .724, 1.000, .326, .211, .343,
.369, .335, .326, 1.000, .492, .492,
.184, .179,.211, .492, 1.000, .483,
.230, .367, .343, .492, .483, 1.000), ncol = 6, byrow = TRUE)
# now give the columns and rows names
colnames(hozdatamatrix)<- c("wordmean", "sentence", "paragrap", "lozenges", "cubes", "visperc")
rownames(hozdatamatrix)<- c("wordmean", "sentence", "paragrap", "lozenges", "cubes", "visperc")
######### you can NOT use the standard cor function i.e. cor(hozdatamatrix)
# With a correlaion matrix as it produces correlations or the correlations.
# you can produce a correlation plot by using the cor.plot function
# the darker the shading for the cell the highter the correlation
cor.plot(hozdatamatrix)
# According to the psych package manual you should be able to use the function
#below to obtain p values for the associated correlation matrix
# but these values appear very different to those produced by SPSS
# corr.p(r = hozdatamatrix, n= 73)
# In contrast using the determinant function det()
# gives same answer as using the raw data 0.07374609
det(hozdatamatrix)
# above gives same answer as using using raw data 0.07374609
# To carry out a PCA analysis using a correlation matrix need to
# tell the principal function how many observations formed the
# basis oc the correlations specifying a value for the the n.obs parameter
model1<- principal(hozdatamatrix, nfactors = 6, n.obs = 73, rotate = "none")
model1
# produces the same output as with the previous analysis with the raw data
# to carry out a factor analysis using a correlation matrix
# adapt the fa function in a similar way:
modelb <- fa(hozdatamatrix, nfactors = 2, fm = "pa", n.obs = 73, rotate = "none")
modelb

# The above shows how easy it is to adapt to either using raw data or the correlation matric
# in R for PCA and factor analysis in R

You can also use the table2matrix() function in the psych package to convert a R table to a matrix. Also in the
psych package is various read.clipboard() functions which allow you to copy and paste a matrix of correlations in
something like Excel or word and then paste directly into R (see the psych package manual for details.

Optional Exercise 8.
Returning back to the patients’ satisfaction with their GP discussed on page 4 here are the correlations for the 14
items discussed on that page.
Item 1 2 3 4 5 6 7 8 9 10 11 12 13 14
1 1.00
2 0.56 1.00
3 0.63 0.58 1.00
4 0.64 0.46 0.35 1.00
5 0.52 0.44 0.50 0.52 1.00
6 0.70 0.51 0.49 0.52 0.54 1.00
7 0.45 0.48 0.28 0.34 0.38 0.63 1.00
8 0.61 0.68 0.44 0.43 0.56 0.64 0.49 1.00
9 0.79 0.58 0.66 0.55 0.66 0.64 0.34 0.70 1.00
10 0.57 0.63 0.40 0.55 0.54 0.58 0.65 0.62 0.62 1.00
11 0.32 0.27 0.33 0.21 0.13 0.26 0.22 0.24 0.17 0.25 1.00
12 0.55 0.72 0.51 0.49 0.63 0.62 0.47 0.75 0.70 0.67 0.31 1.00
13 0.69 0.51 0.60 0.54 0.51 0.73 0.44 0.50 0.66 0.53 0.24 0.65 1.00
14 0.62 0.42 0.33 0.47 0.38 0.58 0.51 0.49 0.53 0.56 0.23 0.51 0.56 1.00

Quoting Everitt and Dunn 2001 p.283 “The results [Principal factor analysis + varimax rotation] suggests that we
should use a three-factor solution. The rotated factors might be labelled 'trust in doctor', 'confidence in doctor's
ability' and 'confidence in recommended treatment’. Carry out an appropriate analysis and demonstrate that
this is indeed the case.
You might wish to try using one of the read.clipboard() functions.

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 Factor analysis and Principal Component Analysis (PCA)

8 Summary
This chapter has provided a large amount of information, focusing on the practical aspects of carrying out a PCA
or factor analysis in SPSS or R. The first section focused on interpreting the output at each stage and then we
considered a typical exam question and finally the matrix input approach using both SPSS and R.

9 Reference
Bartholomew D J, Steele F, Moustaki I, Galbraith J I. 2008 (2nd ed.) Analysis of multivariate Social Science data.
CRC press.
Everitt B S, Hothorn T. 2010 (2nd ed.) A handbook of Statistical Analyses using R. CRC Press.
Everitt B S, Hothorn T. 2011 An introduction to applied multivariate analysis with R. Springer.
Everitt B S, Dunn G. 2001 (2nd ed.) Applied Multivariate Data Analysis. Arnold
Field A 2012 Discovering statistics using R.
Kinnear, P.R. and Gray, C.D. (2004) SPSS 12 Made Simple. Hove: Psychology Press.
Loehlin J C. 2004 (4th ed.) Latent Variable Models: an introduction to factor, path, and structural equation
analysis. Erlbaum.

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